Titre:
  • On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Auteur:Hallin, Marc; Lefèvre, Claude; Puri, Madan Lal
Informations sur la publication:Biometrika, 75, page (170-171)
Statut de publication:Publié, 1988
Sujet CREF:Economie
Mots-clés:ARMA process
Gaussian process
General linear process
Reversible
Note générale:SCOPUS: ar.j
Langue:Anglais
Identificateurs:urn:issn:0006-3444
info:doi/10.1093/biomet/75.1.170
info:scp/0039775520
RePEc:ulb:ulbeco:2013/2017
mh-0019